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Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
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Quantitative Easing Policy and Moral Hazard Behaviour of U.S. Banks
Guizani, Brahim - 2022
of the monetary policy stance and constructed data of risk- based measure of banks’ deposit insurance rate, I estimate …
Persistent link: https://www.econbiz.de/10013297387
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Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)
Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
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The Subprime Crisis Once Again, Z-Score or Rating : A Study on Banks of the Euro Zone
Taleb, Lotfi - 2020
This article focuses on the study of the impact of prudential banking regulations on the risk of bank failures in the … supervision of banking activities are statistically significant. In addition, we find that the Z-score, as a method of assessing … the banking risk, shows a certain superiority compared to the rating to better prevent in ex-post the cases of banks in …
Persistent link: https://www.econbiz.de/10012852629
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Addressing systemic risk in Europe during Covid-19 : the role of regulation and the policy mix
Dotta, Vitor - 2022
the shutdown moments. As a result, indicators of systemic risks in the banking sector during the pandemic remained …
Persistent link: https://www.econbiz.de/10013188926
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Bank capital regulation in a zero interest environment
Döttling, Robin - 2020
How do near-zero interest rates affect optimal bank capital regulation and risk-taking? I study this question in a dynamic model, in which forward-looking banks compete imperfectly for deposit funding, but households do not accept negative deposit rates. When deposit rates are constrained by the...
Persistent link: https://www.econbiz.de/10012241108
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Money creation and destruction
Faure, Salomon; Gersbach, Hans - 2017
We study money creation and destruction in today's monetary architecture within a general equilibrium setting. Two types of money are created and destructed: bank deposits, when banks grant loans to firms or to other banks, and central bank money, when the central bank grants loans to private...
Persistent link: https://www.econbiz.de/10011688423
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Loanable funds vs money creation in banking : a benchmark result
Faure, Salomon A.; Gersbach, Hans - 2017 - This version: November 2017
banking. In particular, we show that both processes yield the same allocations when there is no uncertainty and thus no bank …
Persistent link: https://www.econbiz.de/10011760873
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A note of caution on quantifying banks' recapitalization effects
Schmidt, Kirsten; Noth, Felix; Tonzer, Lena - 2021
Unconventional monetary policy measures like asset purchase programs aim to reduce certain securities' yield and alter financial institutions' investment behavior. These measures increase the institutions' market value of securities and add to their equity positions. We show that the extent of...
Persistent link: https://www.econbiz.de/10012426421
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Money creation and destruction
Faure, Salomon; Gersbach, Hans - 2016 - This version: October 2016
We study money creation and destruction in today's monetary architecture and examine the impact of monetary policy and capital regulation in a general equilibrium setting. There are two types of money created and destructed: bank deposits, when banks grant loans to firms or to other banks and...
Persistent link: https://www.econbiz.de/10011557571